The Italy international won the trophy with the Rossoneri last May after beating Liverpool in Athens and the 28-year-old is confident of a repeat this time round.
The World Cup star has just featured for the Diavoli at the Russian Railways Cup in Moscow, where next year's Champions League final will be held, and is determined to return to the Russian capital next May.
Italy international Pirlo, 28, said: "We are fine but we have lots of work to do. It's important that we have got the right spirit."
He added: "Now we've got to know the city (Moscow) we hope to return in May."